Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47875.93 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46481.05 Kr¶

PnL: ---------------------------------------> -407.52 Kr¶

DD now: ---------------------------------> -1.55 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 11:43:55.510405'

Anic Portfolio¶

Today¶

Return: 0.721 %¶

This Week¶

Return: 0.721 %¶

Total¶

Return: 56.733 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 1.880000 2845.500000 209.500000 7.950000 2636.000010
Beijer Electronics Group 26 -1.000000 3104.400000 133.400000 4.490000 2971.000006
Corem Property Group B 59 4.220000 670.240000 93.240000 16.160000 576.999999
Samhällsbyggnadsbo. i Norden B 20 2.870000 437.200000 82.200000 23.150000 355.000000
HMS Networks 2 1.290000 721.200000 48.200000 7.160000 673.000000
Samhällsbyggnadsbo. i Norden D 12 3.980000 269.520000 23.520000 9.560000 246.000000
Nordea Bank Abp 29 0.810000 3477.100000 23.100000 0.670000 3453.999992
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.510000 548.800000 16.800000 3.160000 532.000000
Intrum 4 2.140000 543.800000 16.800000 3.190000 527.000000
OEM International B 7 1.170000 543.200000 15.200000 2.880000 527.999997
Midsona B 63 0.960000 597.870000 14.870000 2.550000 582.999984
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
AcadeMedia 12 0.900000 566.400000 9.400000 1.690000 557.000004
MedCap 2 1.420000 430.000000 9.000000 2.140000 421.000000
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
Norva24 Group 16 -0.290000 551.680000 8.680000 1.600000 543.000000
Resurs Holding 22 -0.830000 580.140000 6.140000 1.070000 573.999998
Essity B 2 0.490000 579.200000 5.200000 0.910000 574.000000
Karnov Group 9 -2.120000 540.000000 4.000000 0.750000 536.000004
Fastighetsbolag. Emilshus Pref 21 0.750000 565.950000 3.950000 0.700000 562.000005
Securitas B 6 1.550000 572.400000 2.400000 0.420000 570.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.180000 546.750000 0.750000 0.140000 546.000000
Swedbank A 3 -0.110000 560.400000 -3.600000 -0.640000 564.000000
Boozt 12 -1.220000 1650.000000 -4.000000 -0.240000 1653.999996
CTEK 13 0.830000 522.210000 -11.790000 -2.210000 533.999999
SAAB B 8 2.000000 3348.000000 -29.000000 -0.860000 3377.000000
International Petroleum Corp. 5 2.110000 531.500000 -63.070000 -10.610000 594.565215
Vivesto 1368 2.000000 544.190000 -68.810000 -11.230000 612.999432
Sampo Oyj SDB 7 0.190000 3769.500000 -80.500000 -2.090000 3850.000000
OX2 18 -1.580000 1510.200000 -153.800000 -9.240000 1663.999992
Axfood 13 0.770000 3582.800000 -173.200000 -4.610000 3756.000001
Ovzon 52 4.170000 3120.000000 -242.000000 -7.200000 3361.999992
Fasadgruppen Group 35 -0.100000 3461.500000 -349.500000 -9.170000 3810.999990
TOTAL 46481.050000 -407.520000 -1.5504% 46888.564618

Updated:¶

'2023-01-16 11:44:07.947773'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶